Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 78.035793 88.913832 101.751458 118.301178 139.509731 1.664368e+02 204.386331
2024-12-22 60.607299 72.878295 88.742433 111.584742 145.236126 1.961541e+02 287.055535
2024-12-29 55.013381 68.918192 88.230308 118.752625 169.871950 2.626060e+02 484.085437
2025-01-05 49.125272 63.114618 83.443376 117.626519 180.370144 3.118119e+02 726.367690
2025-01-12 44.208770 57.805963 78.208608 114.113755 184.861268 3.521798e+02 1051.023624
2025-01-19 39.683687 52.461965 72.027846 107.489943 180.776393 3.698818e+02 1373.026618
2025-01-26 38.730172 52.317607 73.977648 115.679629 211.167163 5.138126e+02 4007.367471
2025-02-02 37.956082 52.312946 76.090801 124.681232 248.654456 7.536513e+02 66120.066859
2025-02-09 36.283539 50.662865 75.083003 127.045661 270.366939 9.902311e+02 NaN
2025-02-16 34.334270 48.364006 72.601226 125.648762 280.494827 1.204477e+03 NaN
2025-02-23 32.567143 46.217435 70.145669 123.814144 288.657730 1.458065e+03 NaN
2025-03-02 30.896527 44.105507 67.530566 121.118921 292.840244 1.722752e+03 NaN
2025-03-09 29.464067 42.383619 65.645840 120.275490 305.797718 2.290307e+03 NaN
2025-03-16 27.506187 39.635780 61.551108 113.328504 291.579608 2.326787e+03 NaN
2025-03-23 27.171749 39.695581 62.955988 120.672106 343.742852 5.478579e+03 NaN
2025-03-30 26.064465 38.296129 61.278363 119.517059 356.725350 9.022250e+03 NaN
2025-04-06 24.841498 36.611960 58.866787 115.915947 355.232030 1.256183e+04 NaN
2025-04-13 23.438178 34.530484 55.486741 109.129854 333.324494 1.125432e+04 NaN
2025-04-20 23.407143 34.937371 57.310895 117.521001 405.410156 2.510216e+07 NaN
2025-04-27 23.382125 35.349406 59.195783 126.753788 502.608811 NaN NaN
2025-05-04 22.865454 34.800654 58.919303 129.180598 556.379319 NaN NaN
2025-05-11 22.136484 33.805689 57.555926 127.746762 575.458268 NaN NaN
2025-05-18 21.428641 32.816257 56.130572 125.863995 589.303927 NaN NaN